CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:107.56% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.49 | |
| 0.2176 | 17.51 | |
| 0.8084 | 135.92 | |
| -0.1548 | -8.92 |
Estimation Period:
Jan 2, 2008 to Nov 7, 2025
Jan 2, 2008 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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